+1,236.1%
LSCC vs EL
+56.3%
+1,179.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.0% |
| 7D | +13.0% | +0.8% | +12.2% | +12.5% |
| 30D | -19.8% | +16.5% | -36.4% | -26.2% |
| 3M | -18.4% | +29.2% | -47.6% | -30.0% |
| 6M | -16.1% | +27.9% | -44.0% | -28.6% |
| YTD | +42.7% | +6.2% | +36.5% | +29.7% |
| 1Y | +68.0% | +27.2% | +40.8% | +38.0% |
| 3Y | +85.8% | +3.2% | +82.6% | +53.3% |
| 5Y | +28.0% | -66.0% | +94.0% | +107.8% |
| All | +1,236.1% | +56.3% | +1,179.9% | +1,209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling